Pages that link to "Item:Q1702016"
From MaRDI portal
The following pages link to Estimating non-simplified vine copulas using penalized splines (Q1702016):
Displaying 16 items.
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Model distances for vine copulas in high dimensions (Q1702012) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Explaining predictive models using Shapley values and non-parametric vine copulas (Q2236381) (← links)
- Estimating standard errors in regular vine copula models (Q2259341) (← links)
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
- Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
- Examination and visualisation of the simplifying assumption for vine copulas in three dimensions (Q5361179) (← links)
- Generalized information matrix tests for copulas (Q5860958) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Pair programming with ChatGPT for sampling and estimation of copulas (Q6661264) (← links)